Dataset statistics
| Number of variables | 15 |
|---|---|
| Number of observations | 68629 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 8.4 MiB |
| Average record size in memory | 128.0 B |
Variable types
| Numeric | 15 |
|---|
mean_ask_price1 is highly overall correlated with mean_ask_price2 and 4 other fields | High correlation |
mean_ask_price2 is highly overall correlated with mean_ask_price1 and 4 other fields | High correlation |
mean_ask_size1 is highly overall correlated with mean_ask_size2 and 4 other fields | High correlation |
mean_ask_size2 is highly overall correlated with mean_ask_size1 and 4 other fields | High correlation |
mean_bid_ask_1 is highly overall correlated with mean_ask_size1 and 6 other fields | High correlation |
mean_bid_ask_2 is highly overall correlated with mean_bid_ask_1 and 1 other fields | High correlation |
mean_bid_price1 is highly overall correlated with mean_ask_price1 and 4 other fields | High correlation |
mean_bid_price2 is highly overall correlated with mean_ask_price1 and 4 other fields | High correlation |
mean_bid_size1 is highly overall correlated with mean_ask_size1 and 4 other fields | High correlation |
mean_bid_size2 is highly overall correlated with mean_ask_size1 and 4 other fields | High correlation |
mean_volume_overall is highly overall correlated with mean_ask_size1 and 4 other fields | High correlation |
mean_wap_1 is highly overall correlated with mean_ask_price1 and 4 other fields | High correlation |
mean_wap_2 is highly overall correlated with mean_ask_price1 and 4 other fields | High correlation |
target_value is highly overall correlated with mean_bid_ask_1 and 1 other fields | High correlation |
mean_wap_1 has unique values | Unique |
mean_wap_2 has unique values | Unique |
Reproduction
| Analysis started | 2024-07-01 19:00:12.499996 |
|---|---|
| Analysis finished | 2024-07-01 19:00:43.099980 |
| Duration | 30.6 seconds |
| Software version | ydata-profiling v4.8.3 |
| Download configuration | config.json |
target_value
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68228 |
|---|---|
| Distinct (%) | 99.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0038878538 |
| Minimum | 0.000112782 |
|---|---|
| Maximum | 0.051954939 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.000112782 |
|---|---|
| 5-th percentile | 0.0011688978 |
| Q1 | 0.002030894 |
| median | 0.003060147 |
| Q3 | 0.004733416 |
| 95-th percentile | 0.0094920512 |
| Maximum | 0.051954939 |
| Range | 0.051842157 |
| Interquartile range (IQR) | 0.002702522 |
Descriptive statistics
| Standard deviation | 0.0029421081 |
|---|---|
| Coefficient of variation (CV) | 0.7567435 |
| Kurtosis | 13.636917 |
| Mean | 0.0038878538 |
| Median Absolute Deviation (MAD) | 0.001223305 |
| Skewness | 2.7721908 |
| Sum | 266.81952 |
| Variance | 8.6560001 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.004125058 | 2 | < 0.1% |
| 0.002760894 | 2 | < 0.1% |
| 0.001727059 | 2 | < 0.1% |
| 0.004879351 | 2 | < 0.1% |
| 0.003471 | 2 | < 0.1% |
| 0.001837649 | 2 | < 0.1% |
| 0.00106919 | 2 | < 0.1% |
| 0.001689191 | 2 | < 0.1% |
| 0.003476125 | 2 | < 0.1% |
| 0.001659372 | 2 | < 0.1% |
| Other values (68218) | 68609 |
| Value | Count | Frequency (%) |
| 0.000112782 | 1 | |
| 0.000145461 | 1 | |
| 0.000244148 | 1 | |
| 0.000276828 | 1 | |
| 0.00027703 | 1 | |
| 0.000289663 | 1 | |
| 0.000309087 | 1 | |
| 0.00031157 | 1 | |
| 0.000311773 | 1 | |
| 0.000312335 | 1 |
| Value | Count | Frequency (%) |
| 0.051954939 | 1 | |
| 0.04473676 | 1 | |
| 0.043173945 | 1 | |
| 0.042814297 | 1 | |
| 0.038972343 | 1 | |
| 0.038377884 | 1 | |
| 0.035858885 | 1 | |
| 0.035500722 | 1 | |
| 0.034833812 | 1 | |
| 0.033972923 | 1 |
mean_bid_price1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 48506 |
|---|---|
| Distinct (%) | 70.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.99967526 |
| Minimum | 0.91495395 |
|---|---|
| Maximum | 1.0602876 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.91495395 |
|---|---|
| 5-th percentile | 0.99517918 |
| Q1 | 0.99855697 |
| median | 0.99976563 |
| Q3 | 1.0008906 |
| 95-th percentile | 1.0039111 |
| Maximum | 1.0602876 |
| Range | 0.14533365 |
| Interquartile range (IQR) | 0.0023336411 |
Descriptive statistics
| Standard deviation | 0.0033978804 |
|---|---|
| Coefficient of variation (CV) | 0.0033989842 |
| Kurtosis | 35.267607 |
| Mean | 0.99967526 |
| Median Absolute Deviation (MAD) | 0.0011669397 |
| Skewness | -0.7790326 |
| Sum | 68606.713 |
| Variance | 1.1545591 × 10-5 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.000136852 | 8 | < 0.1% |
| 0.9996320009 | 7 | < 0.1% |
| 0.9999657273 | 7 | < 0.1% |
| 1.000174522 | 7 | < 0.1% |
| 1.000774622 | 7 | < 0.1% |
| 1.00047636 | 7 | < 0.1% |
| 1.000047803 | 7 | < 0.1% |
| 1.001395702 | 7 | < 0.1% |
| 1.000070333 | 7 | < 0.1% |
| 1.000124812 | 7 | < 0.1% |
| Other values (48496) | 68558 |
| Value | Count | Frequency (%) |
| 0.9149539471 | 1 | |
| 0.9237413406 | 1 | |
| 0.9399271011 | 1 | |
| 0.9447889328 | 1 | |
| 0.9495280981 | 1 | |
| 0.9519883394 | 1 | |
| 0.9551960826 | 1 | |
| 0.9553228021 | 1 | |
| 0.9568448663 | 1 | |
| 0.9581341147 | 1 |
| Value | Count | Frequency (%) |
| 1.060287595 | 1 | |
| 1.05970335 | 1 | |
| 1.04707253 | 1 | |
| 1.04695189 | 1 | |
| 1.04647696 | 1 | |
| 1.042449355 | 1 | |
| 1.040810108 | 1 | |
| 1.040786147 | 1 | |
| 1.038523197 | 1 | |
| 1.036801338 | 1 |
mean_ask_price1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 46836 |
|---|---|
| Distinct (%) | 68.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.0003367 |
| Minimum | 0.92490196 |
|---|---|
| Maximum | 1.0627782 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.92490196 |
|---|---|
| 5-th percentile | 0.99611636 |
| Q1 | 0.99911743 |
| median | 1.0002469 |
| Q3 | 1.0014408 |
| 95-th percentile | 1.0048349 |
| Maximum | 1.0627782 |
| Range | 0.13787627 |
| Interquartile range (IQR) | 0.0023233294 |
Descriptive statistics
| Standard deviation | 0.0033883156 |
|---|---|
| Coefficient of variation (CV) | 0.0033871751 |
| Kurtosis | 31.184253 |
| Mean | 1.0003367 |
| Median Absolute Deviation (MAD) | 0.0011626482 |
| Skewness | 0.28112929 |
| Sum | 68652.108 |
| Variance | 1.1480682 × 10-5 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.000271559 | 9 | < 0.1% |
| 1.000350475 | 9 | < 0.1% |
| 1.000754595 | 8 | < 0.1% |
| 1.000127554 | 8 | < 0.1% |
| 1.000756025 | 8 | < 0.1% |
| 1.000614524 | 8 | < 0.1% |
| 1.000278115 | 8 | < 0.1% |
| 1.000207663 | 8 | < 0.1% |
| 1.000319481 | 8 | < 0.1% |
| 1.000124454 | 7 | < 0.1% |
| Other values (46826) | 68548 |
| Value | Count | Frequency (%) |
| 0.9249019623 | 1 | |
| 0.9409254193 | 1 | |
| 0.9413431883 | 1 | |
| 0.9504429698 | 1 | |
| 0.9507238269 | 1 | |
| 0.9552826285 | 1 | |
| 0.9602628946 | 1 | |
| 0.9604155421 | 1 | |
| 0.9605900049 | 1 | |
| 0.9611907005 | 1 |
| Value | Count | Frequency (%) |
| 1.062778234 | 1 | |
| 1.061362743 | 1 | |
| 1.051860571 | 1 | |
| 1.049812436 | 1 | |
| 1.049417377 | 1 | |
| 1.044596195 | 1 | |
| 1.044046044 | 1 | |
| 1.043008447 | 1 | |
| 1.042058349 | 1 | |
| 1.04144907 | 1 |
mean_bid_price2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 48989 |
|---|---|
| Distinct (%) | 71.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.99947681 |
| Minimum | 0.91386199 |
|---|---|
| Maximum | 1.0600523 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.91386199 |
|---|---|
| 5-th percentile | 0.99490039 |
| Q1 | 0.99836236 |
| median | 0.99960351 |
| Q3 | 1.0007216 |
| 95-th percentile | 1.003672 |
| Maximum | 1.0600523 |
| Range | 0.14619029 |
| Interquartile range (IQR) | 0.0023592114 |
Descriptive statistics
| Standard deviation | 0.003410943 |
|---|---|
| Coefficient of variation (CV) | 0.0034127285 |
| Kurtosis | 35.642945 |
| Mean | 0.99947681 |
| Median Absolute Deviation (MAD) | 0.0011765361 |
| Skewness | -0.95032177 |
| Sum | 68593.094 |
| Variance | 1.1634532 × 10-5 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.000073552 | 8 | < 0.1% |
| 1.000272989 | 8 | < 0.1% |
| 1.000054121 | 8 | < 0.1% |
| 1.000069737 | 8 | < 0.1% |
| 1.000181913 | 7 | < 0.1% |
| 0.9993767142 | 7 | < 0.1% |
| 1.000322461 | 7 | < 0.1% |
| 1.000436187 | 7 | < 0.1% |
| 1.000494957 | 7 | < 0.1% |
| 1.000174046 | 7 | < 0.1% |
| Other values (48979) | 68555 |
| Value | Count | Frequency (%) |
| 0.91386199 | 1 | |
| 0.9217710495 | 1 | |
| 0.9396725297 | 1 | |
| 0.9435725212 | 1 | |
| 0.949213922 | 1 | |
| 0.9512752891 | 1 | |
| 0.953311801 | 1 | |
| 0.954431057 | 1 | |
| 0.9564281702 | 1 | |
| 0.9575867057 | 1 |
| Value | Count | Frequency (%) |
| 1.060052276 | 1 | |
| 1.059149384 | 1 | |
| 1.046408653 | 1 | |
| 1.046381593 | 1 | |
| 1.045484304 | 1 | |
| 1.041992903 | 1 | |
| 1.040275216 | 1 | |
| 1.039163709 | 1 | |
| 1.038132906 | 1 | |
| 1.036542416 | 1 |
mean_ask_price2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 46358 |
|---|---|
| Distinct (%) | 67.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.0005383 |
| Minimum | 0.92784679 |
|---|---|
| Maximum | 1.06326 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.92784679 |
|---|---|
| 5-th percentile | 0.99636534 |
| Q1 | 0.99929583 |
| median | 1.0004157 |
| Q3 | 1.0016366 |
| 95-th percentile | 1.005092 |
| Maximum | 1.06326 |
| Range | 0.13541317 |
| Interquartile range (IQR) | 0.0023407936 |
Descriptive statistics
| Standard deviation | 0.0033968201 |
|---|---|
| Coefficient of variation (CV) | 0.0033949926 |
| Kurtosis | 30.244483 |
| Mean | 1.0005383 |
| Median Absolute Deviation (MAD) | 0.0011686683 |
| Skewness | 0.48845185 |
| Sum | 68665.943 |
| Variance | 1.1538387 × 10-5 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.000503302 | 8 | < 0.1% |
| 1.000940919 | 8 | < 0.1% |
| 1.000659943 | 8 | < 0.1% |
| 1.00052321 | 8 | < 0.1% |
| 1.000316739 | 8 | < 0.1% |
| 1.000526667 | 8 | < 0.1% |
| 1.000294447 | 8 | < 0.1% |
| 1.000292063 | 8 | < 0.1% |
| 1.000209689 | 8 | < 0.1% |
| 1.000433922 | 7 | < 0.1% |
| Other values (46348) | 68550 |
| Value | Count | Frequency (%) |
| 0.9278467894 | 1 | |
| 0.9415891171 | 1 | |
| 0.9468591213 | 1 | |
| 0.9507143497 | 1 | |
| 0.951992631 | 1 | |
| 0.9558285475 | 1 | |
| 0.9606835246 | 1 | |
| 0.9607527256 | 1 | |
| 0.9613258243 | 1 | |
| 0.9618893862 | 1 |
| Value | Count | Frequency (%) |
| 1.063259959 | 1 | |
| 1.061647534 | 1 | |
| 1.053086877 | 1 | |
| 1.05026865 | 1 | |
| 1.050138474 | 1 | |
| 1.045679092 | 1 | |
| 1.044316769 | 1 | |
| 1.043430805 | 1 | |
| 1.042550206 | 1 | |
| 1.042234778 | 1 |
mean_bid_size1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68325 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 763.95358 |
| Minimum | 2 |
|---|---|
| Maximum | 186497.11 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 2 |
|---|---|
| 5-th percentile | 51.758563 |
| Q1 | 101.13043 |
| median | 151.78767 |
| Q3 | 275.92475 |
| 95-th percentile | 1523.1784 |
| Maximum | 186497.11 |
| Range | 186495.11 |
| Interquartile range (IQR) | 174.79432 |
Descriptive statistics
| Standard deviation | 4645.1224 |
|---|---|
| Coefficient of variation (CV) | 6.0803726 |
| Kurtosis | 304.70893 |
| Mean | 763.95358 |
| Median Absolute Deviation (MAD) | 64.928776 |
| Skewness | 15.265238 |
| Sum | 52429370 |
| Variance | 21577163 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 139 | 4 | < 0.1% |
| 95 | 4 | < 0.1% |
| 78 | 3 | < 0.1% |
| 66 | 3 | < 0.1% |
| 114.6 | 3 | < 0.1% |
| 94 | 3 | < 0.1% |
| 83 | 3 | < 0.1% |
| 122 | 3 | < 0.1% |
| 92 | 3 | < 0.1% |
| 97.6 | 3 | < 0.1% |
| Other values (68315) | 68597 |
| Value | Count | Frequency (%) |
| 2 | 1 | |
| 2.043103448 | 1 | |
| 2.185185185 | 1 | |
| 2.694267516 | 1 | |
| 3.025 | 1 | |
| 3.051546392 | 1 | |
| 3.582608696 | 1 | |
| 4.1 | 1 | |
| 4.475 | 1 | |
| 4.827586207 | 1 |
| Value | Count | Frequency (%) |
| 186497.1106 | 1 | |
| 171277.697 | 1 | |
| 165264.6535 | 1 | |
| 133278.3177 | 1 | |
| 128551.076 | 1 | |
| 124189.433 | 1 | |
| 119686.4043 | 1 | |
| 112792.6066 | 1 | |
| 107915.7676 | 1 | |
| 107856.813 | 1 |
mean_ask_size1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68325 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 753.0382 |
| Minimum | 2.4883721 |
|---|---|
| Maximum | 165055.98 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 2.4883721 |
|---|---|
| 5-th percentile | 52.887366 |
| Q1 | 101.94149 |
| median | 151.9112 |
| Q3 | 275.66881 |
| 95-th percentile | 1560.5018 |
| Maximum | 165055.98 |
| Range | 165053.49 |
| Interquartile range (IQR) | 173.72732 |
Descriptive statistics
| Standard deviation | 4477.0196 |
|---|---|
| Coefficient of variation (CV) | 5.9452756 |
| Kurtosis | 297.75896 |
| Mean | 753.0382 |
| Median Absolute Deviation (MAD) | 64.393454 |
| Skewness | 15.158313 |
| Sum | 51680258 |
| Variance | 20043705 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 148 | 4 | < 0.1% |
| 124 | 4 | < 0.1% |
| 181 | 3 | < 0.1% |
| 111 | 3 | < 0.1% |
| 92.25 | 3 | < 0.1% |
| 104.8333333 | 3 | < 0.1% |
| 160.3333333 | 3 | < 0.1% |
| 116 | 3 | < 0.1% |
| 195 | 3 | < 0.1% |
| 103.75 | 3 | < 0.1% |
| Other values (68315) | 68597 |
| Value | Count | Frequency (%) |
| 2.488372093 | 1 | |
| 2.55721393 | 1 | |
| 2.769230769 | 1 | |
| 3.092857143 | 1 | |
| 3.51369863 | 1 | |
| 3.586956522 | 1 | |
| 3.873015873 | 1 | |
| 4.189781022 | 1 | |
| 4.272727273 | 1 | |
| 4.338028169 | 1 |
| Value | Count | Frequency (%) |
| 165055.9777 | 1 | |
| 150096.7347 | 1 | |
| 143973.5675 | 1 | |
| 141647.6709 | 1 | |
| 130429.4375 | 1 | |
| 124780.9365 | 1 | |
| 122426.5889 | 1 | |
| 120410.5639 | 1 | |
| 119986.406 | 1 | |
| 118358.695 | 1 |
mean_bid_size2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68329 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 946.67489 |
| Minimum | 1.0701754 |
|---|---|
| Maximum | 353168.8 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 1.0701754 |
|---|---|
| 5-th percentile | 42.258916 |
| Q1 | 86.74812 |
| median | 139.38221 |
| Q3 | 307.0875 |
| 95-th percentile | 2232.4149 |
| Maximum | 353168.8 |
| Range | 353167.73 |
| Interquartile range (IQR) | 220.33938 |
Descriptive statistics
| Standard deviation | 5762.2048 |
|---|---|
| Coefficient of variation (CV) | 6.0867832 |
| Kurtosis | 497.32621 |
| Mean | 946.67489 |
| Median Absolute Deviation (MAD) | 68.548576 |
| Skewness | 17.51403 |
| Sum | 64969351 |
| Variance | 33203005 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 92 | 6 | < 0.1% |
| 110 | 4 | < 0.1% |
| 126 | 4 | < 0.1% |
| 97 | 3 | < 0.1% |
| 50 | 3 | < 0.1% |
| 89 | 3 | < 0.1% |
| 130.3333333 | 3 | < 0.1% |
| 96 | 3 | < 0.1% |
| 129 | 3 | < 0.1% |
| 44.25 | 3 | < 0.1% |
| Other values (68319) | 68594 |
| Value | Count | Frequency (%) |
| 1.070175439 | 1 | |
| 1.8125 | 1 | |
| 1.987012987 | 1 | |
| 2.182539683 | 1 | |
| 2.2125 | 1 | |
| 2.408450704 | 1 | |
| 2.513513514 | 1 | |
| 3.556521739 | 1 | |
| 3.62745098 | 1 | |
| 3.9 | 1 |
| Value | Count | Frequency (%) |
| 353168.8017 | 1 | |
| 241386.0042 | 1 | |
| 235160.3867 | 1 | |
| 220496.2832 | 1 | |
| 156655.5153 | 1 | |
| 148949.4943 | 1 | |
| 132471.1767 | 1 | |
| 131057.4979 | 1 | |
| 130619.5697 | 1 | |
| 130342.6138 | 1 |
mean_ask_size2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68373 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 921.3564 |
| Minimum | 1.5384615 |
|---|---|
| Maximum | 184423.76 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 1.5384615 |
|---|---|
| 5-th percentile | 43.315854 |
| Q1 | 87.792453 |
| median | 140.34317 |
| Q3 | 311.14957 |
| 95-th percentile | 2235.5025 |
| Maximum | 184423.76 |
| Range | 184422.22 |
| Interquartile range (IQR) | 223.35712 |
Descriptive statistics
| Standard deviation | 5396.2376 |
|---|---|
| Coefficient of variation (CV) | 5.8568406 |
| Kurtosis | 288.48234 |
| Mean | 921.3564 |
| Median Absolute Deviation (MAD) | 68.759151 |
| Skewness | 14.993826 |
| Sum | 63231768 |
| Variance | 29119380 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 73 | 6 | < 0.1% |
| 122 | 4 | < 0.1% |
| 74.5 | 4 | < 0.1% |
| 87 | 3 | < 0.1% |
| 105 | 3 | < 0.1% |
| 91 | 3 | < 0.1% |
| 179 | 3 | < 0.1% |
| 116.5 | 3 | < 0.1% |
| 68 | 3 | < 0.1% |
| 110 | 3 | < 0.1% |
| Other values (68363) | 68594 |
| Value | Count | Frequency (%) |
| 1.538461538 | 1 | |
| 1.614035088 | 1 | |
| 2.146341463 | 1 | |
| 2.302325581 | 1 | |
| 2.607142857 | 1 | |
| 3.146118721 | 1 | |
| 3.316176471 | 1 | |
| 3.36440678 | 1 | |
| 3.470588235 | 1 | |
| 3.860759494 | 1 |
| Value | Count | Frequency (%) |
| 184423.7578 | 1 | |
| 184284.2891 | 1 | |
| 176206.9431 | 1 | |
| 151755.0561 | 1 | |
| 149706.0836 | 1 | |
| 144925.4742 | 1 | |
| 144353.7111 | 1 | |
| 143617.0279 | 1 | |
| 143209.6758 | 1 | |
| 139915.0788 | 1 |
mean_bid_ask_1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68513 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0006614496 |
| Minimum | 2.6671489 × 10-5 |
|---|---|
| Maximum | 0.017183861 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 2.6671489 × 10-5 |
|---|---|
| 5-th percentile | 0.00014816378 |
| Q1 | 0.00026418571 |
| median | 0.00045050596 |
| Q3 | 0.00080663944 |
| 95-th percentile | 0.00185878 |
| Maximum | 0.017183861 |
| Range | 0.017157189 |
| Interquartile range (IQR) | 0.00054245372 |
Descriptive statistics
| Standard deviation | 0.00068101312 |
|---|---|
| Coefficient of variation (CV) | 1.0295767 |
| Kurtosis | 35.519471 |
| Mean | 0.0006614496 |
| Median Absolute Deviation (MAD) | 0.00022571225 |
| Skewness | 4.1399518 |
| Sum | 45.394625 |
| Variance | 4.6377888 × 10-7 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.001603841782 | 3 | < 0.1% |
| 0.00147819519 | 3 | < 0.1% |
| 0.0002956390381 | 3 | < 0.1% |
| 0.0008543133736 | 3 | < 0.1% |
| 0.001601278782 | 3 | < 0.1% |
| 0.001217588899 | 2 | < 0.1% |
| 0.0002452731133 | 2 | < 0.1% |
| 0.0003409067576 | 2 | < 0.1% |
| 0.0003647281555 | 2 | < 0.1% |
| 0.001504898071 | 2 | < 0.1% |
| Other values (68503) | 68604 |
| Value | Count | Frequency (%) |
| 2.667148874 × 10-5 | 1 | |
| 2.668658817 × 10-5 | 1 | |
| 2.683162711 × 10-5 | 1 | |
| 2.74501781 × 10-5 | 1 | |
| 2.766748185 × 10-5 | 1 | |
| 2.7689337 × 10-5 | 1 | |
| 2.790431245 × 10-5 | 1 | |
| 2.792914711 × 10-5 | 1 | |
| 2.793401472 × 10-5 | 1 | |
| 2.796640001 × 10-5 | 1 |
| Value | Count | Frequency (%) |
| 0.01718386076 | 1 | |
| 0.01615821756 | 1 | |
| 0.0129401274 | 1 | |
| 0.01257273927 | 1 | |
| 0.01168892998 | 1 | |
| 0.01093829516 | 1 | |
| 0.01085651666 | 1 | |
| 0.01078187209 | 1 | |
| 0.01062892843 | 1 | |
| 0.009947943501 | 1 |
mean_bid_ask_2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68512 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0010614914 |
| Minimum | 7.7547433 × 10-5 |
|---|---|
| Maximum | 0.025087867 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 7.7547433 × 10-5 |
|---|---|
| 5-th percentile | 0.00031701616 |
| Q1 | 0.00056150008 |
| median | 0.00080430886 |
| Q3 | 0.0012277438 |
| 95-th percentile | 0.0026991488 |
| Maximum | 0.025087867 |
| Range | 0.025010319 |
| Interquartile range (IQR) | 0.00066624372 |
Descriptive statistics
| Standard deviation | 0.00090448445 |
|---|---|
| Coefficient of variation (CV) | 0.85208834 |
| Kurtosis | 33.9246 |
| Mean | 0.0010614914 |
| Median Absolute Deviation (MAD) | 0.00029477704 |
| Skewness | 4.0025667 |
| Sum | 72.849093 |
| Variance | 8.1809211 × 10-7 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.004521429539 | 3 | < 0.1% |
| 0.0008869171143 | 3 | < 0.1% |
| 0.001050233841 | 3 | < 0.1% |
| 0.004434585571 | 3 | < 0.1% |
| 0.0004667906906 | 2 | < 0.1% |
| 0.001406206633 | 2 | < 0.1% |
| 0.004428088665 | 2 | < 0.1% |
| 0.001101562637 | 2 | < 0.1% |
| 0.0003637569025 | 2 | < 0.1% |
| 0.00125863438 | 2 | < 0.1% |
| Other values (68502) | 68605 |
| Value | Count | Frequency (%) |
| 7.754743274 × 10-5 | 1 | |
| 7.755736442 × 10-5 | 1 | |
| 7.762173482 × 10-5 | 1 | |
| 7.828209345 × 10-5 | 1 | |
| 7.842749619 × 10-5 | 1 | |
| 7.869561523 × 10-5 | 1 | |
| 7.873912546 × 10-5 | 1 | |
| 7.902502693 × 10-5 | 1 | |
| 7.903198275 × 10-5 | 1 | |
| 7.908433327 × 10-5 | 1 |
| Value | Count | Frequency (%) |
| 0.02508786693 | 1 | |
| 0.01996896043 | 1 | |
| 0.01654054783 | 1 | |
| 0.01502811257 | 1 | |
| 0.01497933269 | 1 | |
| 0.01484356541 | 1 | |
| 0.01434129756 | 1 | |
| 0.0143177053 | 1 | |
| 0.01426661387 | 1 | |
| 0.01398492977 | 1 |
mean_wap_1
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.000003 |
| Minimum | 0.91947038 |
|---|---|
| Maximum | 1.0612578 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.91947038 |
|---|---|
| 5-th percentile | 0.99564602 |
| Q1 | 0.99883916 |
| median | 1.0000041 |
| Q3 | 1.0011656 |
| 95-th percentile | 1.0043533 |
| Maximum | 1.0612578 |
| Range | 0.14178744 |
| Interquartile range (IQR) | 0.0023263912 |
Descriptive statistics
| Standard deviation | 0.0033870914 |
|---|---|
| Coefficient of variation (CV) | 0.0033870811 |
| Kurtosis | 33.15124 |
| Mean | 1.000003 |
| Median Absolute Deviation (MAD) | 0.0011636321 |
| Skewness | -0.26422725 |
| Sum | 68629.209 |
| Variance | 1.1472388 × 10-5 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.000420979 | 1 | < 0.1% |
| 1.001448158 | 1 | < 0.1% |
| 1.000905484 | 1 | < 0.1% |
| 1.000526667 | 1 | < 0.1% |
| 0.9943542175 | 1 | < 0.1% |
| 0.9994208703 | 1 | < 0.1% |
| 1.000390623 | 1 | < 0.1% |
| 1.001177654 | 1 | < 0.1% |
| 0.9979021757 | 1 | < 0.1% |
| 1.000686688 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 0.9194703782 | 1 | |
| 0.9324630047 | 1 | |
| 0.9406281315 | 1 | |
| 0.9471585198 | 1 | |
| 0.9498566877 | 1 | |
| 0.9535363827 | 1 | |
| 0.9576261123 | 1 | |
| 0.9585351674 | 1 | |
| 0.9591471536 | 1 | |
| 0.9594750321 | 1 |
| Value | Count | Frequency (%) |
| 1.061257821 | 1 | |
| 1.060886014 | 1 | |
| 1.050072589 | 1 | |
| 1.048417442 | 1 | |
| 1.048303415 | 1 | |
| 1.043245095 | 1 | |
| 1.042006318 | 1 | |
| 1.041470456 | 1 | |
| 1.039515414 | 1 | |
| 1.038973999 | 1 |
mean_wap_2
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.0000027 |
| Minimum | 0.91979994 |
|---|---|
| Maximum | 1.0611546 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.91979994 |
|---|---|
| 5-th percentile | 0.99564127 |
| Q1 | 0.99883586 |
| median | 1.0000049 |
| Q3 | 1.0011674 |
| 95-th percentile | 1.0043612 |
| Maximum | 1.0611546 |
| Range | 0.14135467 |
| Interquartile range (IQR) | 0.0023315044 |
Descriptive statistics
| Standard deviation | 0.0033922006 |
|---|---|
| Coefficient of variation (CV) | 0.0033921915 |
| Kurtosis | 33.084166 |
| Mean | 1.0000027 |
| Median Absolute Deviation (MAD) | 0.0011652683 |
| Skewness | -0.26829853 |
| Sum | 68629.184 |
| Variance | 1.1507025 × 10-5 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.000456718 | 1 | < 0.1% |
| 1.001627714 | 1 | < 0.1% |
| 1.000729912 | 1 | < 0.1% |
| 1.000526158 | 1 | < 0.1% |
| 0.9942290258 | 1 | < 0.1% |
| 0.9994427018 | 1 | < 0.1% |
| 1.000534971 | 1 | < 0.1% |
| 1.001160079 | 1 | < 0.1% |
| 0.9971241245 | 1 | < 0.1% |
| 1.000587181 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 0.9197999353 | 1 | |
| 0.9317411145 | 1 | |
| 0.9406074262 | 1 | |
| 0.9471930879 | 1 | |
| 0.9498431545 | 1 | |
| 0.9530607954 | 1 | |
| 0.9574461041 | 1 | |
| 0.9580549142 | 1 | |
| 0.9588733584 | 1 | |
| 0.9592470945 | 1 |
| Value | Count | Frequency (%) |
| 1.06115461 | 1 | |
| 1.060902289 | 1 | |
| 1.050791359 | 1 | |
| 1.048429426 | 1 | |
| 1.048120459 | 1 | |
| 1.043217821 | 1 | |
| 1.041404029 | 1 | |
| 1.041218582 | 1 | |
| 1.039025759 | 1 | |
| 1.038982864 | 1 |
mean_volume_overall
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68551 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 3385.0231 |
| Minimum | 21.958333 |
|---|---|
| Maximum | 648871.56 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 21.958333 |
|---|---|
| 5-th percentile | 226.86083 |
| Q1 | 388.16209 |
| median | 584.88699 |
| Q3 | 1159.1674 |
| 95-th percentile | 7567.113 |
| Maximum | 648871.56 |
| Range | 648849.6 |
| Interquartile range (IQR) | 771.00529 |
Descriptive statistics
| Standard deviation | 19542.209 |
|---|---|
| Coefficient of variation (CV) | 5.7731392 |
| Kurtosis | 227.37553 |
| Mean | 3385.0231 |
| Median Absolute Deviation (MAD) | 250.29231 |
| Skewness | 13.644984 |
| Sum | 2.3231075 × 108 |
| Variance | 3.8189795 × 108 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 308.5 | 3 | < 0.1% |
| 301 | 3 | < 0.1% |
| 547.4424779 | 2 | < 0.1% |
| 567.3333333 | 2 | < 0.1% |
| 286.8776371 | 2 | < 0.1% |
| 369.1140351 | 2 | < 0.1% |
| 487.125 | 2 | < 0.1% |
| 532.8142857 | 2 | < 0.1% |
| 451.4324324 | 2 | < 0.1% |
| 506 | 2 | < 0.1% |
| Other values (68541) | 68607 |
| Value | Count | Frequency (%) |
| 21.95833333 | 1 | |
| 23.63478261 | 1 | |
| 28.23185012 | 1 | |
| 43.39072848 | 1 | |
| 45.12941176 | 1 | |
| 48.95977011 | 1 | |
| 54.82841823 | 1 | |
| 55.61611374 | 1 | |
| 57.05970149 | 1 | |
| 57.39823009 | 1 |
| Value | Count | Frequency (%) |
| 648871.5565 | 1 | |
| 540414.6055 | 1 | |
| 519244.547 | 1 | |
| 500893.3765 | 1 | |
| 490611.6598 | 1 | |
| 454953.2766 | 1 | |
| 440340.6398 | 1 | |
| 434624.6061 | 1 | |
| 431652.3891 | 1 | |
| 430514.5591 | 1 |
mean_volume_difference
Real number (ℝ)
| Distinct | 68397 |
|---|---|
| Distinct (%) | 99.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 36.233873 |
| Minimum | -204022.43 |
|---|---|
| Maximum | 324022.68 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 34624 |
| Negative (%) | 50.5% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -204022.43 |
|---|---|
| 5-th percentile | -382.84378 |
| Q1 | -66.637584 |
| median | -0.9612069 |
| Q3 | 65.416206 |
| 95-th percentile | 377.10906 |
| Maximum | 324022.68 |
| Range | 528045.11 |
| Interquartile range (IQR) | 132.05379 |
Descriptive statistics
| Standard deviation | 3950.9565 |
|---|---|
| Coefficient of variation (CV) | 109.04041 |
| Kurtosis | 1477.7996 |
| Mean | 36.233873 |
| Median Absolute Deviation (MAD) | 66.055553 |
| Skewness | 13.284995 |
| Sum | 2486694.4 |
| Variance | 15610057 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 70 | 4 | < 0.1% |
| -60.83333333 | 3 | < 0.1% |
| -24 | 3 | < 0.1% |
| 22.2 | 3 | < 0.1% |
| -25.42857143 | 3 | < 0.1% |
| 108 | 3 | < 0.1% |
| -29 | 3 | < 0.1% |
| -25 | 3 | < 0.1% |
| -39.66666667 | 2 | < 0.1% |
| 63 | 2 | < 0.1% |
| Other values (68387) | 68600 |
| Value | Count | Frequency (%) |
| -204022.4297 | 1 | |
| -164748.8344 | 1 | |
| -157896.7224 | 1 | |
| -132060.2541 | 1 | |
| -118871.4403 | 1 | |
| -118141.9818 | 1 | |
| -111900.4953 | 1 | |
| -106376.3081 | 1 | |
| -104338.6328 | 1 | |
| -99321.85663 | 1 |
| Value | Count | Frequency (%) |
| 324022.6823 | 1 | |
| 207608.1616 | 1 | |
| 196848.3079 | 1 | |
| 186020.3943 | 1 | |
| 170991.6922 | 1 | |
| 155228.4286 | 1 | |
| 142970.0125 | 1 | |
| 122847.1657 | 1 | |
| 112185.8159 | 1 | |
| 110167.8313 | 1 |
| mean_ask_price1 | mean_ask_price2 | mean_ask_size1 | mean_ask_size2 | mean_bid_ask_1 | mean_bid_ask_2 | mean_bid_price1 | mean_bid_price2 | mean_bid_size1 | mean_bid_size2 | mean_volume_difference | mean_volume_overall | mean_wap_1 | mean_wap_2 | target_value | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| mean_ask_price1 | 1.000 | 0.997 | -0.070 | -0.056 | 0.083 | 0.078 | 0.968 | 0.958 | -0.024 | -0.041 | 0.053 | -0.049 | 0.990 | 0.989 | 0.045 |
| mean_ask_price2 | 0.997 | 1.000 | -0.056 | -0.043 | 0.107 | 0.115 | 0.957 | 0.944 | -0.010 | -0.027 | 0.053 | -0.035 | 0.983 | 0.982 | 0.059 |
| mean_ask_size1 | -0.070 | -0.056 | 1.000 | 0.918 | -0.519 | -0.282 | 0.027 | 0.013 | 0.831 | 0.842 | -0.176 | 0.940 | -0.027 | -0.025 | -0.383 |
| mean_ask_size2 | -0.056 | -0.043 | 0.918 | 1.000 | -0.563 | -0.322 | 0.048 | 0.034 | 0.839 | 0.883 | -0.139 | 0.955 | -0.006 | -0.010 | -0.399 |
| mean_bid_ask_1 | 0.083 | 0.107 | -0.519 | -0.563 | 1.000 | 0.933 | -0.100 | -0.123 | -0.525 | -0.570 | -0.010 | -0.565 | -0.011 | -0.011 | 0.744 |
| mean_bid_ask_2 | 0.078 | 0.115 | -0.282 | -0.322 | 0.933 | 1.000 | -0.095 | -0.130 | -0.288 | -0.328 | -0.002 | -0.321 | -0.010 | -0.011 | 0.697 |
| mean_bid_price1 | 0.968 | 0.957 | 0.027 | 0.048 | -0.100 | -0.095 | 1.000 | 0.997 | 0.075 | 0.065 | 0.055 | 0.057 | 0.991 | 0.990 | -0.093 |
| mean_bid_price2 | 0.958 | 0.944 | 0.013 | 0.034 | -0.123 | -0.130 | 0.997 | 1.000 | 0.061 | 0.052 | 0.053 | 0.043 | 0.985 | 0.984 | -0.106 |
| mean_bid_size1 | -0.024 | -0.010 | 0.831 | 0.839 | -0.525 | -0.288 | 0.075 | 0.061 | 1.000 | 0.920 | 0.205 | 0.939 | 0.034 | 0.034 | -0.396 |
| mean_bid_size2 | -0.041 | -0.027 | 0.842 | 0.883 | -0.570 | -0.328 | 0.065 | 0.052 | 0.920 | 1.000 | 0.163 | 0.955 | 0.017 | 0.022 | -0.409 |
| mean_volume_difference | 0.053 | 0.053 | -0.176 | -0.139 | -0.010 | -0.002 | 0.055 | 0.053 | 0.205 | 0.163 | 1.000 | 0.013 | 0.071 | 0.080 | -0.019 |
| mean_volume_overall | -0.049 | -0.035 | 0.940 | 0.955 | -0.565 | -0.321 | 0.057 | 0.043 | 0.939 | 0.955 | 0.013 | 1.000 | 0.005 | 0.006 | -0.411 |
| mean_wap_1 | 0.990 | 0.983 | -0.027 | -0.006 | -0.011 | -0.010 | 0.991 | 0.985 | 0.034 | 0.017 | 0.071 | 0.005 | 1.000 | 0.999 | -0.026 |
| mean_wap_2 | 0.989 | 0.982 | -0.025 | -0.010 | -0.011 | -0.011 | 0.990 | 0.984 | 0.034 | 0.022 | 0.080 | 0.006 | 0.999 | 1.000 | -0.027 |
| target_value | 0.045 | 0.059 | -0.383 | -0.399 | 0.744 | 0.697 | -0.093 | -0.106 | -0.396 | -0.409 | -0.019 | -0.411 | -0.026 | -0.027 | 1.000 |
| target_value | mean_bid_price1 | mean_ask_price1 | mean_bid_price2 | mean_ask_price2 | mean_bid_size1 | mean_ask_size1 | mean_bid_size2 | mean_ask_size2 | mean_bid_ask_1 | mean_bid_ask_2 | mean_wap_1 | mean_wap_2 | mean_volume_overall | mean_volume_difference | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 181334 | 0.001381 | 1.000306 | 1.000520 | 1.000227 | 1.000604 | 184.553719 | 153.314050 | 198.049587 | 128.528926 | 0.000214 | 0.000377 | 1.000421 | 1.000457 | 664.446281 | 100.760331 |
| 59080 | 0.007188 | 0.999609 | 1.000859 | 0.999465 | 1.001061 | 73.397351 | 94.327815 | 89.254967 | 106.701987 | 0.001250 | 0.001595 | 1.000183 | 1.000205 | 363.682119 | -38.377483 |
| 67472 | 0.003207 | 1.000268 | 1.001202 | 1.000147 | 1.001422 | 54.525253 | 95.101010 | 53.606061 | 44.717172 | 0.000933 | 0.001275 | 1.000605 | 1.000796 | 247.949495 | -31.686869 |
| 387187 | 0.003743 | 1.000079 | 1.000550 | 0.999940 | 1.000649 | 84.400826 | 92.855372 | 90.692149 | 97.022727 | 0.000471 | 0.000709 | 1.000303 | 1.000277 | 364.971074 | -14.785124 |
| 192846 | 0.003829 | 1.002570 | 1.002901 | 1.002502 | 1.002981 | 83.791165 | 80.287149 | 72.156627 | 91.084337 | 0.000332 | 0.000479 | 1.002770 | 1.002736 | 327.319277 | -15.423695 |
| 414641 | 0.002670 | 1.001167 | 1.001393 | 1.001022 | 1.001533 | 171.388087 | 228.153430 | 232.158845 | 280.703971 | 0.000226 | 0.000512 | 1.001261 | 1.001258 | 912.404332 | -105.310469 |
| 75066 | 0.001399 | 0.999152 | 0.999303 | 0.999063 | 0.999395 | 165.366477 | 216.465909 | 277.997159 | 227.818182 | 0.000151 | 0.000332 | 0.999220 | 0.999231 | 887.647727 | -0.920455 |
| 151589 | 0.003027 | 1.001593 | 1.002010 | 1.001447 | 1.002116 | 130.507205 | 247.043228 | 121.363112 | 198.971182 | 0.000417 | 0.000670 | 1.001749 | 1.001746 | 697.884726 | -194.144092 |
| 109245 | 0.005340 | 0.998572 | 0.999501 | 0.997649 | 1.000424 | 8701.640678 | 11158.176271 | 17582.661017 | 15661.594915 | 0.000930 | 0.002774 | 0.998962 | 0.999105 | 53104.072881 | -535.469492 |
| 357673 | 0.001807 | 0.998899 | 0.999130 | 0.998672 | 0.999358 | 753.511294 | 685.552361 | 957.537988 | 1007.577002 | 0.000231 | 0.000686 | 0.999016 | 0.999001 | 3404.178645 | 17.919918 |
| target_value | mean_bid_price1 | mean_ask_price1 | mean_bid_price2 | mean_ask_price2 | mean_bid_size1 | mean_ask_size1 | mean_bid_size2 | mean_ask_size2 | mean_bid_ask_1 | mean_bid_ask_2 | mean_wap_1 | mean_wap_2 | mean_volume_overall | mean_volume_difference | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 235594 | 0.001750 | 1.001555 | 1.001646 | 1.001508 | 1.001693 | 150.581667 | 158.406667 | 177.700000 | 175.363333 | 0.000091 | 0.000184 | 1.001600 | 1.001602 | 662.051667 | -5.488333 |
| 62082 | 0.006938 | 0.998400 | 0.999049 | 0.998232 | 0.999250 | 94.618304 | 144.950893 | 75.861607 | 133.169643 | 0.000649 | 0.001018 | 0.998645 | 0.998594 | 448.600446 | -107.640625 |
| 1689 | 0.005653 | 0.996301 | 0.998080 | 0.995832 | 0.998172 | 115.547170 | 104.830189 | 48.534591 | 81.484277 | 0.001779 | 0.002340 | 0.997224 | 0.996895 | 350.396226 | -22.232704 |
| 127948 | 0.005273 | 1.000987 | 1.001850 | 1.000799 | 1.002033 | 124.313910 | 175.654135 | 129.569549 | 177.084586 | 0.000863 | 0.001234 | 1.001386 | 1.001393 | 606.622180 | -98.855263 |
| 332322 | 0.003058 | 0.998549 | 0.999261 | 0.998358 | 0.999452 | 59.418103 | 31.163793 | 46.987069 | 59.094828 | 0.000712 | 0.001094 | 0.998927 | 0.998842 | 196.663793 | 16.146552 |
| 149226 | 0.001754 | 1.003577 | 1.003800 | 1.003361 | 1.004015 | 1485.242321 | 1085.281570 | 2231.597270 | 2184.344710 | 0.000223 | 0.000654 | 1.003705 | 1.003695 | 6986.465870 | 447.213311 |
| 385833 | 0.003928 | 0.999518 | 0.999859 | 0.999485 | 0.999899 | 38.604857 | 70.373068 | 19.565121 | 38.724062 | 0.000341 | 0.000415 | 0.999650 | 0.999657 | 167.267108 | -50.927152 |
| 179401 | 0.001521 | 0.999530 | 0.999757 | 0.999387 | 0.999901 | 259.387179 | 477.648718 | 412.507692 | 537.833333 | 0.000228 | 0.000514 | 0.999616 | 0.999617 | 1687.376923 | -343.587179 |
| 322924 | 0.002483 | 0.999703 | 0.999993 | 0.999647 | 1.000049 | 89.957895 | 71.705263 | 91.510526 | 73.402632 | 0.000289 | 0.000402 | 0.999860 | 0.999841 | 326.576316 | 36.360526 |
| 384322 | 0.003137 | 1.000495 | 1.000806 | 1.000417 | 1.000871 | 60.707581 | 17.425993 | 47.868231 | 26.510830 | 0.000311 | 0.000454 | 1.000719 | 1.000690 | 152.512635 | 64.638989 |